Forum

Posts by "catnip"

View Member Profile
2150 Posts Total by "catnip":
2 Posts by member
catnip
(Frankfurt, Germany)
2148 Posts by Anonymous "catnip":
1...204205206207208209210211212213214215
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 9, 2010 11:37
In Thread: S&P500 / VIX Ratio & USD LIBOR
If it is correct Chinese bill auctions had failed then PBOC fund rate is too low... a PBOC fund rate hike
is imo negative for commodities. And negative for stocks.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 9, 2010 11:03
In Thread: S&P500 / VIX Ratio & USD LIBOR
Is that true?? http://www.zerohedge.com/article/gray-swan-chinese-bill-auctions-fail

I have no idea whether ZH is a trustworthy source but if it is correct...remember the downward move
of EUR begun with a ( at best) lukewarm auction of German bunds in Oct 2009.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 9, 2010 10:08
In Thread: S&P500 / VIX Ratio & USD LIBOR
EW has a particualr problem due to its mathematical feature ( "fractal") : it cannot have a "begin" in the finite. Since I follow a system theoretical approach - the market is a non linear system with memory- EWs can be viewed as the memory of the market and thus is the market's response to a signal that is NOT in EW. The signal occurs outside of the market. I have checked a number of algorithmic trading systems using EW and they are over the long run not more accurate than flipping a coin. But EW can serve well to determine an exit.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 22:11
In Thread: GBP
Yield spreads OIS spreads real fund rates determine value of currencies fundamentally. Insofar resistance levels are as good as flipping a coin. However FX is to a significant part traded algorithmically
and thus these levels tend to become a self fulfilling prophecy. This makes cable rather profitable to trade.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 21:04
In Thread: S&P500 / VIX Ratio & USD LIBOR
I use covariance function matrices I am rather sure S&P and commodities except gold have seen their highs. "Rather" means 66%
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 20:16
In Thread: S&P500 / VIX Ratio & USD LIBOR
The S&P to VIX rule may not be indicative I think there is some logical rule that holds:
If VIX up x AND S&P down x then S&P short
If VIX up x AND S&P up x then S&P long ( or neutral)
If VIX down x AND S&P down x then S&P short
If VIX down x AND S&P up x then S&P long

Since I hardly ever look at charts some chartist could attempt to
determine the respective x.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 15:53
In Thread: EUR
Trichet announced to accept sov. bonds as securities if and only if EUR denominated in other words
might buy G bonds below market price ( commonly understood as QE) but wait and see....its all talk so far. EUR/USD may recover to 1.34
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 15:16
In Thread: EUR
Trichet just announced "Lex Hellas" .... they don't get. Anyway EUR could recover vs USD for some days.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 13:59
In Thread: USD
Markets never react irrational . The expectation of market response is irrational. Very irrational ( if very is appropriate ) is the assumption every market is closed system i.e. does not depend on all other markets. That is however the foundation of waves and chart analysis.
catnip
Frankfurt, Germany
Posted Anonymously
14 years ago
Apr 8, 2010 12:16
In Thread: CHF
SNB reserves are about 80% EUR. The strength of CHF has only one reason: capital inflow from PIIGS
and Russia and possibly Dubai. ( Even Putin is - could be gossip- reported to change rubles to CHF he is a very rich person btw )
Report Reply
1...204205206207208209210211212213214215